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Income Portfolio

Last updated Dec 3, 2022
Expense Ratio

Rank 28 of 54

0.08%
0.00%0.94%
Dividend Yield

Rank 30 of 54

2.11%
0.00%4.45%
10Y Annualized Return

Rank 53 of 54

3.76%
3.67%55.26%
Sharpe Ratio

Rank 51 of 54

-0.99
-1.010.60
Maximum Drawdown

Rank 4 of 54

-21.65%
-91.88%-19.55%

Income PortfolioAsset Allocation


Income PortfolioPerformance

The chart shows the growth of $10,000 invested in Income Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,534 for a total return of roughly 55.34%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-1.63%
-1.21%
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Income PortfolioReturns

As of Dec 3, 2022, the Income Portfolio returned -13.26% Year-To-Date and 3.76% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark5.59%-2.52%-14.57%-9.78%9.04%11.20%
Income Portfolio6.26%-2.56%-12.92%-12.42%1.44%2.68%
BND
Vanguard Total Bond Market ETF
4.85%-2.37%-11.31%-11.78%0.37%1.15%
VTI
Vanguard Total Stock Market ETF
5.46%-1.68%-14.55%-10.04%10.30%12.95%
IGOV
iShares International Treasury Bond ETF
9.70%-5.03%-19.25%-19.87%-3.82%-1.90%
VEA
Vanguard FTSE Developed Markets ETF
12.44%-3.48%-12.80%-8.55%2.63%5.59%

Income PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Income Portfolio Sharpe ratio is -0.99. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.50-2.00-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.33
-0.46
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Income PortfolioDividends

Income Portfolio granted a 2.11% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.11%1.74%1.82%2.36%2.57%2.33%2.50%2.53%2.96%2.95%3.63%4.36%4.38%

Income PortfolioDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-14.04%
-15.11%
Income Portfolio
Benchmark (^GSPC)
Portfolio components

Income PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Income Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Income Portfolio is 21.20%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.2%Sep 3, 2021285Oct 20, 2022
-10.79%Mar 9, 20209Mar 19, 202049May 29, 202058
-4.59%May 9, 201332Jun 24, 201381Oct 17, 2013113
-4.48%Jan 29, 2018229Dec 24, 201842Feb 26, 2019271
-4.44%Sep 8, 201670Dec 15, 2016104May 17, 2017174
-3.65%Apr 27, 2015186Jan 20, 201640Mar 17, 2016226
-3.5%Oct 31, 201119Nov 25, 201141Jan 26, 201260
-3.46%Nov 5, 201028Dec 15, 201075Apr 4, 2011103
-2.97%Apr 16, 201036Jun 7, 201026Jul 14, 201062
-2.89%Feb 12, 202116Mar 8, 202160Jun 2, 202176

Income PortfolioVolatility Chart

Current Income Portfolio volatility is 6.80%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
9.65%
20.47%
Income Portfolio
Benchmark (^GSPC)
Portfolio components